相关论文: The pilgrim process
In this paper, we exploit results obtained in an earlier study for the Laplace transform of the sojourn time $\Omega$ of an entire batch in the $M^{[X]}/M/1$ Processor Sharing (PS) queue in order to derive the asymptotic behavior of the…
Processes of random tessellations of the Euclidean space $\mathbb{R}^d$, $d\geq 1$, are considered which are generated by subsequent division of their cells. Such processes are characterized by the laws of the life times of the cells until…
Dynamic epidemic models have proven valuable for public health decision makers as they provide useful insights into the understanding and prevention of infectious diseases. However, inference for these types of models can be difficult…
We provide a probabilistic analysis of the banker algorithm when transition probabilities may depend on time and space. The transition probabilities evolve, as time goes by, along the trajectory of an ergodic Markovian environment, whereas…
In the real world, planning is often challenged by distribution shifts. As such, a model of the environment obtained under one set of conditions may no longer remain valid as the distribution of states or the environment dynamics change,…
In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…
Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…
We study large random matrices with i.i.d. entries conditioned to have prescribed row and column sums (margins), a problem connected to relative entropy minimization, Schr\"odinger bridges, contingency tables, and random graphs with given…
A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…
A simple mechanism for allocating indivisible resources is sequential allocation in which agents take turns to pick items. We focus on possible and necessary allocation problems, checking whether allocations of a given form occur in some or…
Ewens-Pitman's partition structure arises as a system of sampling consistent probability distributions on set partitions induced by the Pitman-Yor process. It is widely used in statistical applications, particularly in species sampling…
Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…
We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…
We construct a matrix model equivalent (exactly, not asymptotically), to the random plane partition model, with almost arbitrary boundary conditions. Equivalently, it is also a random matrix model for a TASEP-like process with arbitrary…
We consider a time-continuous branching random walk on a one-dimensional lattice on which there is one center (lattice point) of particle generation, called branching source. The generation of particles in the branching source is described…
The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…
We demonstrate exciting similarities between classical and quantum many body systems whose microscopic dynamics are composed of non-reciprocal three-site facilitated exclusion processes. We show that the quantum analogue of the classical…
The Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the L\'evy stable distributions, and more…